session_share_by_ticker
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-29, from us-stock-market-hours-uae-time.
| ticker | premarket_share_pct | regular_share_pct | after_hours_share_pct |
|---|---|---|---|
| NVDA | 4.32 | 89.79 | 5.9 |
| MSFT | 2.74 | 91.72 | 5.54 |
| SPY | 2.56 | 82.76 | 14.68 |
| AAPL | 1.97 | 93.47 | 4.56 |
| KO | 0.78 | 92.3 | 6.92 |
- Rows × columns
- 5 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 5 distinct values (AAPL, KO, MSFT…) | |
premarket_share_pct |
number | 0.78 to 4.32 | percent |
regular_share_pct |
number | 82.76 to 93.47 | percent |
after_hours_share_pct |
number | 4.56 to 14.68 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH bars AS
(
SELECT
ticker,
toTimeZone(window_start, 'America/New_York') AS et_ts,
toHour(et_ts) * 60 + toMinute(et_ts) AS et_minute,
toFloat64(volume) AS share_volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO')
AND window_start >= toDateTime('2026-09-01 04:00:00', 'UTC')
AND window_start < toDateTime('2026-09-26 04:00:00', 'UTC')
)
SELECT
ticker,
round(100 * sumIf(share_volume, et_minute < 570) / sum(share_volume), 2) AS premarket_share_pct,
round(100 * sumIf(share_volume, et_minute >= 570 AND et_minute < 960) / sum(share_volume), 2) AS regular_share_pct,
round(100 * sumIf(share_volume, et_minute >= 960) / sum(share_volume), 2) AS after_hours_share_pct
FROM bars
WHERE et_minute >= 240 AND et_minute < 1200
GROUP BY ticker
ORDER BY premarket_share_pct DESC
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